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Abstract:

Recently proposed double-robust estimators for a population mean from incomplete data and for a finite number of counterfactual means can have much higher efficiency than the usual double-robust estimators under misspecification of the outcome model. In this paper, we derive a new class of double-robust estimators for the parameters of regression models with incomplete cross-sectional or longitudinal data, and of marginal structural mean models for cross-sectional data with similar efficiency properties. Unlike the recent proposals, our estimators solve outcome regression estimating equations. In a simulation study, the new estimator shows improvements in variance relative to the standard double-robust estimator that are in agreement with those suggested by asymptotic theory. © 2012 Biometrika Trust.

Registro:

Documento: Artículo
Título:Improved double-robust estimation in missing data and causal inference models
Autor:Rotnitzky, A.; Lei, Q.; Sued, M.; Robins, J.M.
Filiación:Di Tella University, Saenz Valiente 1010, Buenos Aires 14281, Argentina
Adheris, Inc., One Van de Graaff Drive, Burlington, MA 01803, United States
Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Guiraldes 2160, Buenos Aires 1428, Argentina
Harvard School of Public Health, 655 Huntington Ave., Boston, MA 02115, United States
Palabras clave:Drop-out; Marginal structural model; Missing at random
Año:2012
Volumen:99
Número:2
Página de inicio:439
Página de fin:456
DOI: http://dx.doi.org/10.1093/biomet/ass013
Título revista:Biometrika
Título revista abreviado:Biometrika
ISSN:00063444
CODEN:BIOKA
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00063444_v99_n2_p439_Rotnitzky

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Citas:

---------- APA ----------
Rotnitzky, A., Lei, Q., Sued, M. & Robins, J.M. (2012) . Improved double-robust estimation in missing data and causal inference models. Biometrika, 99(2), 439-456.
http://dx.doi.org/10.1093/biomet/ass013
---------- CHICAGO ----------
Rotnitzky, A., Lei, Q., Sued, M., Robins, J.M. "Improved double-robust estimation in missing data and causal inference models" . Biometrika 99, no. 2 (2012) : 439-456.
http://dx.doi.org/10.1093/biomet/ass013
---------- MLA ----------
Rotnitzky, A., Lei, Q., Sued, M., Robins, J.M. "Improved double-robust estimation in missing data and causal inference models" . Biometrika, vol. 99, no. 2, 2012, pp. 439-456.
http://dx.doi.org/10.1093/biomet/ass013
---------- VANCOUVER ----------
Rotnitzky, A., Lei, Q., Sued, M., Robins, J.M. Improved double-robust estimation in missing data and causal inference models. Biometrika. 2012;99(2):439-456.
http://dx.doi.org/10.1093/biomet/ass013